+52.0%
ON vs CSX
+49.4%
+2.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.6% | +4.2% | +4.7% |
| 7D | +3.3% | -0.3% | +3.6% | +3.6% |
| 30D | -3.1% | +8.7% | -11.8% | -8.4% |
| 3M | -9.2% | +4.2% | -13.4% | -11.5% |
| 6M | -31.4% | +16.7% | -48.0% | -41.4% |
| YTD | +36.0% | +44.5% | -8.5% | -3.1% |
| 1Y | +52.0% | +50.3% | +1.7% | +1.2% |
| All | +52.0% | +49.4% | +2.6% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CSX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling